+74.1%
QBTS vs DLTR
+14.9%
+59.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.6% | +12.2% | +7.7% |
| 7D | +6.8% | -5.8% | +12.7% | +8.0% |
| 30D | -14.9% | -5.2% | -9.6% | -14.2% |
| 3M | -31.6% | +15.2% | -46.8% | -33.9% |
| 6M | -4.9% | +7.1% | -12.1% | -7.4% |
| YTD | -32.4% | +0.8% | -33.3% | -33.5% |
| 1Y | +14.6% | +24.8% | -10.2% | +7.9% |
| 3Y | +1,839.6% | +6.9% | +1,832.7% | +1,689.7% |
| 5Y | +81.2% | +33.2% | +48.0% | +66.5% |
| All | +74.1% | +14.9% | +59.2% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling